4 fills / 5100 shares
2 long / 2 short / +75.00
- .75 / + .75% no skew...
did an absolutely horrible job of getting out as i was bleeding money somewhere and started closing with reckless abandon...
turns out that part of my opening index arb was filled out of range and was later busted by the exchange...
i need to give credit to arca as they called my firm before i figured it out and was already looking into it...
thank you arca...
could have been lots better as system says p&l was between 368 and 840 depending at what time you got out...
oh well...
when in doubt...bail out...